Performance Bicycle http://www.performancebike.com/
says they will accept any return anytime, including saddles as long as you keep the original receipt. I find that much easier than my LBS, since the selections are quite poor in my town, so they've got to order them anyway. Narrow your search from the advice on this site, then just give one a try. There is a dropdown menu on the homepage of this site at bottom right called "Forum Search" that I find useful, though not as obvious to find as it might be. In the menu is a section called "Gear and Accessories" where you will find "Favorite Saddles" and "Most Hated Saddles".
Sorry if this is twice-told for the regulars.